You don’t need to do the classroom thing in order to have students sign in and save their activity, although it does help organize things on your end and doesn`t seem to add anything extra for students to do other than click a link as before.
If you assign activities to a class, you can share the class activity the same way you share the regular single-use activity; the only difference seems to be that the class activity wont let you continue without signing in. It also looks like you dont have to sign them up to the class ahead of time; it will add students as they join the activity. It`s a great feature.